I'm wondering why there are so many CD burning titles, when I find with Windows XP, I can drag & drop files into the empty CD Drive folder and then hit "Burn These Files To CD". Does this actually work as well as using a 3rd party CD burner?

I was just wondering because I've just downloaded Ubuntu, and burned it the normal way, through Windows XP - and Ubuntu is working stupidly slow.

are you sure you have installed it at all? when you want to install ubuntu you boot to a "try ubuntu" desktop.
then you are running ubuntu on your RAM and as soon you restart, it will boot to windows again.
you need to select install ubuntu even though it looks like it is already installed.
it does this so you can try ubuntu without wiping your windows installation.

When I boot, I get a black screen where it gives me a choice of OS. I can select either Windows or Ubuntu. It doesn't say anything about 'trying' it. There's no option to install it (even though it looks like it's already installed) so I don't understand what you mean. I must have installed it, because when I select Ubuntu, Ubuntu opens, but it doesn't work properly.

then i must admit that i am lost. i need to be there myself if i should try to fix it.
it just sounded to me that you where "trying" ubuntu.
the "trying" version is slow when you want to open stuff because it reads the program files from the CD.

try to take out the CD and reboot. you might not be able to choose ubuntu.
if that is the case then you are doing the installation wrong.
when the ubuntu CD loads it asks you if you want to open windows or ubuntu.
that is not the standard windows bootloader but a bootloader launched from the CD, so that might be what is confusing you.

doing the installation you can choose to format the harddrive and install ubuntu on the formated desk.
or you can download "hirens boot". On the hirens boot cd there is allot of tools you can use including formatting tools.

Try and older version.
I will recommend version 11.04. That is before the gnome shell which is the standard user interface in ubuntu version 12.04.
i prefer the good old gnome which is in version 11.04.
You can then update from 11.04 to 12.04 (if you want) to see if you suddenly begin to have issues.
This may fix your problem.

What do you mean by not working right, did you "burn image to cd" if so it should work, i have a hp dual booting ubuntu 12.04 and Linux Mint Cinnamon. The only thing on ubuntu not working is the store bought DVDs playing (which I read is a common complaint on Ubuntu cause it doesnot have preinstalled codec readers) but they play on Mint just fine (it has vlc player with a codec library preinstalled) The website suggests a burner program to work on older windows OS, I have win7 and it has a image disc burner program preinstalled.